Trading Metrics calculated at close of trading on 06-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2011 |
06-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
9,570 |
9,450 |
-120 |
-1.3% |
9,490 |
High |
9,600 |
9,490 |
-110 |
-1.1% |
9,755 |
Low |
9,435 |
9,330 |
-105 |
-1.1% |
9,435 |
Close |
9,460 |
9,370 |
-90 |
-1.0% |
9,460 |
Range |
165 |
160 |
-5 |
-3.0% |
320 |
ATR |
158 |
158 |
0 |
0.1% |
0 |
Volume |
9,236 |
22,749 |
13,513 |
146.3% |
32,942 |
|
Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,877 |
9,783 |
9,458 |
|
R3 |
9,717 |
9,623 |
9,414 |
|
R2 |
9,557 |
9,557 |
9,399 |
|
R1 |
9,463 |
9,463 |
9,385 |
9,430 |
PP |
9,397 |
9,397 |
9,397 |
9,380 |
S1 |
9,303 |
9,303 |
9,355 |
9,270 |
S2 |
9,237 |
9,237 |
9,341 |
|
S3 |
9,077 |
9,143 |
9,326 |
|
S4 |
8,917 |
8,983 |
9,282 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,510 |
10,305 |
9,636 |
|
R3 |
10,190 |
9,985 |
9,548 |
|
R2 |
9,870 |
9,870 |
9,519 |
|
R1 |
9,665 |
9,665 |
9,489 |
9,608 |
PP |
9,550 |
9,550 |
9,550 |
9,521 |
S1 |
9,345 |
9,345 |
9,431 |
9,288 |
S2 |
9,230 |
9,230 |
9,401 |
|
S3 |
8,910 |
9,025 |
9,372 |
|
S4 |
8,590 |
8,705 |
9,284 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,755 |
9,330 |
425 |
4.5% |
183 |
2.0% |
9% |
False |
True |
11,138 |
10 |
9,755 |
9,330 |
425 |
4.5% |
153 |
1.6% |
9% |
False |
True |
9,731 |
20 |
9,935 |
9,330 |
605 |
6.5% |
152 |
1.6% |
7% |
False |
True |
8,571 |
40 |
10,055 |
9,330 |
725 |
7.7% |
157 |
1.7% |
6% |
False |
True |
8,526 |
60 |
10,345 |
8,200 |
2,145 |
22.9% |
223 |
2.4% |
55% |
False |
False |
12,382 |
80 |
10,855 |
8,200 |
2,655 |
28.3% |
195 |
2.1% |
44% |
False |
False |
10,119 |
100 |
10,855 |
8,200 |
2,655 |
28.3% |
157 |
1.7% |
44% |
False |
False |
8,099 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,170 |
2.618 |
9,909 |
1.618 |
9,749 |
1.000 |
9,650 |
0.618 |
9,589 |
HIGH |
9,490 |
0.618 |
9,429 |
0.500 |
9,410 |
0.382 |
9,391 |
LOW |
9,330 |
0.618 |
9,231 |
1.000 |
9,170 |
1.618 |
9,071 |
2.618 |
8,911 |
4.250 |
8,650 |
|
|
Fisher Pivots for day following 06-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
9,410 |
9,465 |
PP |
9,397 |
9,433 |
S1 |
9,383 |
9,402 |
|